CME Swiss Franc Future March 2016


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 1.0351 1.0321 -0.0030 -0.3% 1.0404
High 1.0398 1.0321 -0.0077 -0.7% 1.0430
Low 1.0351 1.0318 -0.0033 -0.3% 1.0255
Close 1.0351 1.0321 -0.0030 -0.3% 1.0258
Range 0.0047 0.0003 -0.0044 -93.6% 0.0175
ATR 0.0063 0.0061 -0.0002 -3.4% 0.0000
Volume
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0329 1.0328 1.0323
R3 1.0326 1.0325 1.0322
R2 1.0323 1.0323 1.0322
R1 1.0322 1.0322 1.0321 1.0323
PP 1.0320 1.0320 1.0320 1.0320
S1 1.0319 1.0319 1.0321 1.0320
S2 1.0317 1.0317 1.0320
S3 1.0314 1.0316 1.0320
S4 1.0311 1.0313 1.0319
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.0839 1.0724 1.0354
R3 1.0664 1.0549 1.0306
R2 1.0489 1.0489 1.0290
R1 1.0374 1.0374 1.0274 1.0344
PP 1.0314 1.0314 1.0314 1.0300
S1 1.0199 1.0199 1.0242 1.0169
S2 1.0139 1.0139 1.0226
S3 0.9964 1.0024 1.0210
S4 0.9789 0.9849 1.0162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0193 0.0205 2.0% 0.0025 0.2% 62% False False
10 1.0522 1.0193 0.0329 3.2% 0.0029 0.3% 39% False False
20 1.0547 1.0193 0.0354 3.4% 0.0022 0.2% 36% False False
40 1.1036 1.0193 0.0843 8.2% 0.0014 0.1% 15% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0334
2.618 1.0329
1.618 1.0326
1.000 1.0324
0.618 1.0323
HIGH 1.0321
0.618 1.0320
0.500 1.0320
0.382 1.0319
LOW 1.0318
0.618 1.0316
1.000 1.0315
1.618 1.0313
2.618 1.0310
4.250 1.0305
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 1.0321 1.0313
PP 1.0320 1.0304
S1 1.0320 1.0296

These figures are updated between 7pm and 10pm EST after a trading day.

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